Empirical likelihood for the two-sample mean problem
We apply empirical likelihood method to constructing confidence regions for the difference of the means of two d-dimensional samples. It is shown that the empirical likelihood ratio test has an asymptotic chi-squared distribution. The Bartlett correction for the univariate case (d=1) has been investigated by Jing [1995. Two-sample empirical likelihood method. Statist. Probab. Lett. 24, 315-319]. Unfortunately, the Bartlett correction obtained in that article was incorrect. In this article the correct Bartlett correction is found and its effectiveness is shown by a simulation study.
Year of publication: |
2008
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Authors: | Liu, Yukun ; Zou, Changliang ; Zhang, Runchu |
Published in: |
Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 78.2008, 5, p. 548-556
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Publisher: |
Elsevier |
Keywords: | Empirical likelihood Bartlett correction Coverage accuracy Two-sample problem |
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